Well I'm not a stats guru, but I should be able ansnwer your questions at least in a general way:

Quote Originally Posted by Kavhan Isbul
Here is a questions about heroes - are heroes random unit types, or are they always the same unit? I have noticed that Nur Ad Din is always saracen infantry.
Quote Originally Posted by Kavhan Isbul
To me it appears that they are the first unit of a certain type you train, such as the first saracen infantry you train. I am most probably wrong, and I am sure this is explained somewhere in great detail.
Any hero generals that you *start* with will always have the same unit. So in the case of the Egyptians', who always start with that 5-star commander in Arabia (I'm blanking out on his name), he's always in command of a unit of Bedouin Camel Warriors.

It's different for hero generals that show up in the course of the game, however; and I'm admittedly less certain as to how they work. It was originally thought that they were put in command of the best unit you're currently training in the year that they appear; but I believe this has since been proven to be incorrect. In my experience, heroes seem more likely to show up in your most developed province, much like how new kings appear. I can't say that I'm correct either, however--I confess I don't pay enough attention to where hero generals appear. There is probably a pattern and/or algorithm that determines where they show up, but no one seems to know for sure what it is.

Quote Originally Posted by Kavhan Isbul
Where can I read a good explanation about heroes - do they only appear in a certain year, and if you miss it, you never get them?
Unfortunately, there really isn't a comprehensive guide regarding heroes in MTW, so I can't help you there. But yes, heroes always appear in a certain year; you won't "miss" them. The only way they *won't* show up is if their faction has already been destroyed. There are also "rebel" heroes, such as William Wallace and Robin of Locksley, but I won't go into them here.